We've had the holidays by ourselves for around 11 years. My husband, two young adult children and I. All the grandparents have passed on. We used to get together with my husband's brother and his family, but after he divorced, it was too hard to set up plans, since the kids were with their mother some of the time. Everyone is adult now and it's even harder to arrange, since some are now married or involved and have other places to be.
"Home" is now us. My kids miss their cousins. They've missed them for over 10 years and now it's just a happy memory. I hope some day we'll be able to change it, but I don't know how, exactly, to do that.